Interest Rates Products

 
 
Daily Price Limit Changes
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.730 99.735 99.730 5186
Eurodollar GEM5 Jun 2015 99.635 0 99.635 99.640 99.635 8953
Eurodollar GEU5 Sep 2015 99.480 -0.005 99.485 99.490 99.480 12014
Eurodollar GEZ5 Dec 2015 99.275 -0.01 99.285 99.290 99.275 20369
Eurodollar GEH6 Mar 2016 99.065 -0.01 99.075 99.085 99.065 14497
Eurodollar GEM6 Jun 2016 98.855 -0.015 98.875 98.880 98.855 11842
Eurodollar GEU6 Sep 2016 98.660 -0.015 98.670 98.685 98.660 7530
Eurodollar GEZ6 Dec 2016 98.485 -0.015 98.495 98.510 98.485 13206
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'175 -0'035 129'210 129'230 129'160 60683
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'105 a -0'005 - 103'120 103'105 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'050 a -0'015 - 109'090 109'050 -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.730 99.735 99.730 5186
Eurodollar GEM5 Jun 2015 99.635 0 99.635 99.640 99.635 8953
Eurodollar GEU5 Sep 2015 99.480 -0.005 99.485 99.490 99.480 12014
Eurodollar GEZ5 Dec 2015 99.275 -0.01 99.285 99.290 99.275 20369
Eurodollar GEH6 Mar 2016 99.065 -0.01 99.075 99.085 99.065 14497
Eurodollar GEM6 Jun 2016 98.855 -0.015 98.875 98.880 98.855 11842
Eurodollar GEU6 Sep 2016 98.660 -0.015 98.670 98.685 98.660 7530
Eurodollar GEZ6 Dec 2016 98.485 -0.015 98.495 98.510 98.485 13206
30-Day Federal Funds ZQH5 Mar 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 174'21 -0'02 174'26 175'03 174'16 2217
U.S. Treasury Bond ZBH5 Mar 2015 149'13 -0'04 149'18 149'23 149'10 12396
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'175 -0'035 129'210 129'230 129'160 60683
5-Year U.S. Treasury Note ZFH5 Mar 2015 120'165 -0'017 120'182 120'195 120'157 26418
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'227 -0'002 109'230 109'232 109'225 7546
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'257 b +0'007 - 100'257 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'105 a -0'005 - 103'120 103'105 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'050 a -0'015 - 109'090 109'050 -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 126'07 b +0'04 - 126'07 - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.